If you just wonder what DHS collects about you from travel agents, read on.
It is a good idea to use cash or use a one time credit card number (like the one Citi bank issues - which allows you to set exp. date, credit limit and have multiple numbers) if you are booking through a travel agent (and concerned about security/privacy) (assuming your PNR is passed to DHS upon booking?).
Or, we need ways to fly under the radar. Anonymous booking?
You can request your PNR's and other records of your international travel that are being kept by the U.S. Customs and Border Protection (CBP) division of the Department of Homeland Security (DHS). I haven't tried this. This link shows how to.
Both travel agents and airline reservation staff:
The CBP eventually admitted that their records include information about travel agents and airline reservation staff...
They collect information from other sources as well:
In February 2009, the DHS admitted that Amtrak and bus companies "voluntarily" provide the DHS with information on bus and train passengers travelling between the USA and Canada and Mexico.
Your travel data may be shared with other parties in addition to DHS:
If you traveled on an airline based in the European Union, or made your reservations or bought your ticket in the EU or from an airline office or travel agency or tour operator in the EU, you can also request your records (including an accounting of what information they passed on directly to the DHS or outsourced or transferred to Computerized Reservation Systems (CRS's) or other commercial entities in the USA), from the airline, travel agency, tour operator, or CRS. Even if they claim that you "consented" to data sharing, EU laws require that they disclose, on request, exactly what data about you they have "shared", and with whom. Note that you can make such a request of a USA-based airline if you bought your ticket from them in Europe. EU data protection law is applicable whenever data is originally collected in the EU, regardless of your citizenship or where the company is based...By subscribing to CRS's based in the USA, and by participating in code-sharing and other marketing (and data sharing) "partnerships", most airlines, travel agencies, and tour operators based in the EU have effectively outsourced and offshored the storage of all of their PNR's and customer data.
Reference: 1, 2